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Pasquale Cirillo

Personal Details

First Name:Pasquale
Middle Name:
Last Name:Cirillo
Suffix:
RePEc Short-ID:pci43
[This author has chosen not to make the email address public]
http://www.pasqualecirillo.eu
Institute of Mathematical Statistics and Actuarial Sciences Sidlerstrasse 5 CH-3012 Bern Switzerland

Affiliation

Technische Universiteit Delft, Faculteit Elektrotechniek, Wiskunde en Informatica (Delft University of Technology, Faculty of Electrical Engineering, Mathematics and Computer Science)

http://www.ewi.tudelft.nl
The Netherlands, Delft

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.
  2. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.

Articles

  1. Pasquale Cirillo & Pietro Muliere, 2013. "An urn-based Bayesian block bootstrap," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 93-106, January.
  2. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
  3. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
  4. Pasquale Cirillo & Gabriele Tedeschi & Mauro Gallegati, 2012. "The Boulogne fish market: the social structure and the role of loyalty," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1075-1079, July.
  5. Cirillo, Pasquale & Hüsler, Jürg, 2011. "Extreme shock models: An alternative perspective," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 25-30, January.
  6. Pasquale Cirillo & Pietro A. Vagliasindi & Giuseppe Bruno & Carlo Bianchi, 2011. "New insights on the size distribution of Italian firms by geographical area," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 59-91, July.
  7. Cirillo, Pasquale, 2010. "An analysis of the size distribution of Italian firms by age," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(3), pages 459-466.
  8. Pasquale Cirillo, 2009. "Some evidence about the evolution of the size distribution of Italian firms by age," Economics Bulletin, AccessEcon, vol. 29(3), pages 1723-1730.
  9. Cirillo, Pasquale & Hüsler, Jürg, 2009. "An urn approach to generalized extreme shock models," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 969-976, April.
  10. Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.
  11. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.
  12. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.

    Cited by:

    1. Krause, Melanie & Bluhm, Richard, 2016. "Top Lights - Bright Spots and their Contribution to Economic Development," Annual Conference 2016 (Augsburg): Demographic Change 145773, Verein für Socialpolitik / German Economic Association.
    2. Serinaldi, Francesco & Kilsby, Chris G., 2016. "Irreversibility and complex network behavior of stream flow fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 585-600.
    3. Fontanari, Andrea & Cirillo, Pasquale & Oosterlee, Cornelis W., 2018. "From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 13-29.
    4. Arturo Ramos, 2017. "Are the log-growth rates of city sizes distributed normally? Empirical evidence for the USA," Empirical Economics, Springer, vol. 53(3), pages 1109-1123, November.
    5. Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
    6. A.B. Atkinson, 2016. "Pareto and the upper tail of the income distribution in the UK: 1799 to the present," CASE Papers /198, Centre for Analysis of Social Exclusion, LSE.
    7. Ramos, Arturo, 2015. "Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US," MPRA Paper 65584, University Library of Munich, Germany.
    8. Stegehuis, Clara & Litvak, Nelly & Waltman, Ludo, 2015. "Predicting the long-term citation impact of recent publications," Journal of Informetrics, Elsevier, vol. 9(3), pages 642-657.
    9. Ramos, Arturo & Sanz-Gracia, Fernando, 2015. "US city size distribution revisited: Theory and empirical evidence," MPRA Paper 64051, University Library of Munich, Germany.
    10. A. B. Atkinson, 2017. "Pareto and the Upper Tail of the Income Distribution in the UK: 1799 to the Present," Economica, London School of Economics and Political Science, vol. 84(334), pages 129-156, April.
    11. Fontanari, Andrea & Taleb, Nassim Nicholas & Cirillo, Pasquale, 2018. "Gini estimation under infinite variance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 256-269.
    12. Bessi, Alessandro, 2017. "On the statistical properties of viral misinformation in online social media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 459-470.
    13. Cirillo, Pasquale & Taleb, Nassim Nicholas, 2016. "On the statistical properties and tail risk of violent conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 29-45.

  2. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.

    Cited by:

    1. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
    2. Francesco Lamperti, 2018. "Empirical validation of simulated models through the GSL-div: an illustrative application," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 143-171, April.
    3. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive Microfoundations for Emergent Macroeconomics," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(4), pages 441-463.
    4. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
    5. Guerini, Mattia & Moneta, Alessio, 2017. "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
    6. Francesco Lamperti, 2016. "Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application," LEM Papers Series 2016/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    8. Bàrbara Llacay & Gilbert Peffer, 2018. "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, vol. 24(3), pages 308-350, September.
    9. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.
    10. Garavaglia, Christian, 2010. "Modelling industrial dynamics with "History-friendly" simulations," Structural Change and Economic Dynamics, Elsevier, vol. 21(4), pages 258-275, November.
    11. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017. "Validation of Agent-Based Models in Economics and Finance," LEM Papers Series 2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    12. Jakob Grazzini, 2011. "Consistent Estimation of Agent Based Models," LABORatorio R. Revelli Working Papers Series 110, LABORatorio R. Revelli, Centre for Employment Studies.
    13. Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
    14. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    15. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    16. Ge, Jiaqi, 2014. "Stepping into new territory: Three essays on agent-based computational economics and environmental economics," ISU General Staff Papers 201401010800004899, Iowa State University, Department of Economics.
    17. Stanislao Gualdi & Marco Tarzia & Francesco Zamponi & Jean-Philippe Bouchaud, 2017. "Monetary policy and dark corners in a stylized agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 507-537, October.
    18. Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
    19. Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
    20. Jacky Mallett, 2015. "Threadneedle: An Experimental Tool for the Simulation and Analysis of Fractional Reserve Banking Systems," Papers 1502.06163, arXiv.org.
    21. Barde, Sylvain, 2016. "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 329-353.
    22. Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
    23. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    24. Kotaro Ohori & Shingo Takahashi, 2012. "Market design for standardization problems with agent-based social simulation," Journal of Evolutionary Economics, Springer, vol. 22(1), pages 49-77, January.
    25. Grazzini Jakob, 2011. "Estimating Micromotives from Macrobehavior," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201111, University of Turin.
    26. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    27. Olaru, Doina & Purchase, Sharon, 2014. "Rethinking validation: Efficient search of the space of parameters for an agent-based model," Australasian marketing journal, Elsevier, vol. 22(1), pages 60-68.

Articles

  1. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
    See citations under working paper version above.
  2. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.

    Cited by:

    1. Klabunde, Anna, 2014. "Computational Economic Modeling of Migration," Ruhr Economic Papers 471, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Anna Klabunde & Frans Willekens, 2016. "Decision-Making in Agent-Based Models of Migration: State of the Art and Challenges," European Journal of Population, Springer;European Association for Population Studies, vol. 32(1), pages 73-97, February.
    3. Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    5. Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
    6. Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti, 2015. "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Working Papers 2015/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    7. Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
    8. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.

  3. Pasquale Cirillo & Gabriele Tedeschi & Mauro Gallegati, 2012. "The Boulogne fish market: the social structure and the role of loyalty," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1075-1079, July.

    Cited by:

    1. Frédéric Salladarré & Patrice Guillotreau & Patrice Loisel & Pierrick Ollivier, 2015. "The declining price anomaly in sequential auctions with asymmetric buyers: Evidence from the Nephrops norvegicus market in France," Working Papers hal-01147207, HAL.

  4. Cirillo, Pasquale & Hüsler, Jürg, 2011. "Extreme shock models: An alternative perspective," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 25-30, January.

    Cited by:

    1. Eryilmaz, Serkan, 2015. "Assessment of a multi-state system under a shock model," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 1-8.
    2. Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.

  5. Cirillo, Pasquale, 2010. "An analysis of the size distribution of Italian firms by age," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(3), pages 459-466.

    Cited by:

    1. Marko Petrovic & Andrea Teglio & Simone Alfarano, 2016. "The role of bank credit allocation: Evidence from the Spanish economy," Working Papers 2016/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Coad, Alex & Segarra Blasco, Agustí & Teruel Carrizosa, Mercedes, 2010. "Like milk or wine: Does firm performance improve with age?," Working Papers 2072/179572, Universitat Rovira i Virgili, Department of Economics.
    3. Junho Na & Jeong-dong Lee & Chulwoo Baek, 2017. "Is the service sector different in size heterogeneity?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 95-120, April.
    4. Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012. "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper 35857, University Library of Munich, Germany.
    5. Antonio Palestrini, 2015. "Firm Size Distribution and the Survival Bias," Economics Bulletin, AccessEcon, vol. 35(3), pages 1630-1637.
    6. Alex Coad, 2018. "Firm age: a survey," Journal of Evolutionary Economics, Springer, vol. 28(1), pages 13-43, January.
    7. Hernández-Pérez, R., 2010. "An analogy of the size distribution of business firms with Bose–Einstein statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3837-3843.
    8. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.

  6. Pasquale Cirillo, 2009. "Some evidence about the evolution of the size distribution of Italian firms by age," Economics Bulletin, AccessEcon, vol. 29(3), pages 1723-1730.

    Cited by:

    1. Andrea Caggese & Vincente Cunat, 2011. "Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity," FMG Discussion Papers dp685, Financial Markets Group.

  7. Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.

    Cited by:

    1. Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.
    2. Fei Wang & Wei Chao, 2018. "A New Perspective on Improving Hospital Energy Administration Based on Recurrence Interval Analysis," Energies, MDPI, Open Access Journal, vol. 11(5), pages 1-18, May.
    3. Matthias Duschl & Thomas Brenner, 2013. "Characteristics of regional industry-specific employment growth rates' distributions," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 249-270, June.
    4. Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Changes of firm size distribution: The case of Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 319-327.
    5. Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012. "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper 35857, University Library of Munich, Germany.
    6. Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
    7. Gao, Baojun & Chan, Wai Kin (Victor) & Li, Hongyi, 2015. "On the increasing inequality in size distribution of China's listed companies," China Economic Review, Elsevier, vol. 36(C), pages 25-41.
    8. Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2017. "Measuring firm size distribution with semi-nonparametric densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 35-47.
    9. Halvarsson, Daniel, 2013. "Industry Differences in the Firm Size Distribution," Ratio Working Papers 214, The Ratio Institute.
    10. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    11. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.

  8. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.

    Cited by:

    1. Klabunde, Anna, 2014. "Computational Economic Modeling of Migration," Ruhr Economic Papers 471, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Michael Neugart & Matteo G. Richiardi, 2012. "Agent-based models of the labor market," LABORatorio R. Revelli Working Papers Series 125, LABORatorio R. Revelli, Centre for Employment Studies.
    3. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Francesco Lamperti, 2018. "Empirical validation of simulated models through the GSL-div: an illustrative application," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 143-171, April.
    5. Guerini, Mattia & Moneta, Alessio, 2017. "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
    6. Francesco Lamperti, 2016. "Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application," LEM Papers Series 2016/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    8. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017. "Validation of Agent-Based Models in Economics and Finance," LEM Papers Series 2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    9. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
    10. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    11. Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
    12. Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
    13. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    14. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    15. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.

  9. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2013-06-09

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